摘要
本文引入Herfindahl指数衡量银行业务结构多元化程度,通过建立多元化绩效、多元化风险以及风险—绩效模型,运用2000-2010年间我国19家主要商业银行的面板数据,对商业银行收入结构多元化、经营绩效以及风险的关系进行了系统的分析。研究发现,多元化有效降低了银行的风险,但是其对绩效影响并不明显,银行绩效的改善主要还是来自近年的产权改革、引进外资等治理机制上的变化,以及银行资产规模扩张带来的规模经济效应。这一结论对于我国银行业的进一步改革具有重要的借鉴意义。
This paper introduced Herfindahl index to measure the degree of business structure diversification. Based on the panel data of 19 major commercial banks from 2000 to 2010 it carried out a systematic analysis of the relationship between the diversification of the revenue structure, operating performance and the risks of China' s commercial banks through the establishment of diversified performance, diversification of risks and risk-performance model. The study found that diversification effectively reduced the risks of banks, but it did not affect bank performance improvements which mainly come from property rights reforms, the introduction of foreign investment, governance mechanisms, as well as the expansion of bank asset size which leads to economies of scale in recent years. These findings have an important reference for further reform and development of China's banking industry.
出处
《国际金融研究》
CSSCI
北大核心
2012年第8期59-69,共11页
Studies of International Finance
基金
陕西省社会科学基金项目“陕西公共部门绩效评估问题研究”(11Q055)的资助
关键词
商业银行
多元化
经营绩效风险
Commercial. Bank
Diversification
Performance
Risk